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EFMA 2002 London Meetings (Archive)

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1.

Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories

EFMA 2002 London Meetings
Number of pages: 16 Posted: 14 May 2004 Last Revised: 18 Nov 2015
Accepted Paper Series
University of Navarra - IESE Business School
Downloads 34,942
2.

The Determinants of Capital Structure Choice: A Survey of European Firms

AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings
Number of pages: 34 Posted: 02 Feb 2002
Working Paper Series
European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance
Downloads 8,278
3.

Capital Structure and Stock Returns

Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35 Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)

Multiple version iconThere are 2 versions of this paper

Downloads 6,656
4.

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Number of pages: 49 Posted: 24 Dec 2001
Accepted Paper Series
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads 4,772
5.

Contracts and Exits in Venture Capital Finance

AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Number of pages: 39 Posted: 22 Mar 2002 Last Revised: 13 Oct 2008
Accepted Paper Series
York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,121
6.

Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis

EFMA 2002 London Meetings
Number of pages: 43 Posted: 13 Jun 2002
Working Paper Series
University of Porto - Faculdade de Economia do Porto
Downloads 3,004
7.

The Valuation of IPOs by Investment Banks and the Stock Market: Empirical Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 29 Posted: 28 Jan 2002
Working Paper Series
Vlerick Business School, University of Antwerp and Ghent University - Department of Financial Economics
Downloads 2,782
8.

Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk

EFMA 2002 London Meetings; ISMA Centre Finance Discussion Paper No. 2001 Series, No. 2001-14
Number of pages: 58 Posted: 19 Dec 2001
Working Paper Series
University of Reading - ICMA Centre
Downloads 2,747
9.

Staging of Venture Capital Investment: A Real Options Analysis

EFMA 2002 London Meetings
Number of pages: 36 Posted: 06 Jun 2002
Working Paper Series
National Taiwan University - Department of International Business
Downloads 2,524
10.

An Examination of Economic Value Added and Executive Compensation

EFMA 2002 London Meetings
Number of pages: 18 Posted: 13 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics and Curtin University - Graduate School of Business
Downloads 2,510
11.

The Influence of Capital Structure on Company Value with Different Growth Opportunities

EFMA 2002 London Meetings
Number of pages: 14 Posted: 10 Jun 2002
Working Paper Series
Universite de Lausanne
Downloads 2,491
12.

Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

EFMA 2002 London Meetings
Number of pages: 26 Posted: 12 May 2000
Working Paper Series
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads 2,405
13.

Corporate Cash Holdings: An Empirical Investigation of UK Companies

EFA 2002 Berlin Meetings Presented Paper; Liverpool University Economics and Accounting Working Paper No. 2002-1
Number of pages: 41 Posted: 13 Mar 2002
Working Paper Series
Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK
Downloads 1,984
14.

Stock Options and Managerial Incentives to Invest

EFMA 2002 London Meetings
Number of pages: 42 Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads 1,921
15.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

EFMA 2002 London Meetings
Number of pages: 24 Posted: 20 Jun 2002
Working Paper Series
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 1,850
16.

The Determinants of Corporate Ownership Structure: Australian Evidence

U of Melbourne Public Law Research Paper No. 20; EFMA 2002 London Meetings; Tuck-JQFA Contemporary Corporate Governance Issues II Conference
Number of pages: 43 Posted: 08 Sep 2001
Working Paper Series
University of Melbourne and University of Melbourne - Law School
Downloads 1,843
17.

Modeling Electricity Prices: International Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 06 Feb 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía
Downloads 1,710
18.

Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier Transform

EFMA 2002 London Meetings
Number of pages: 52 Posted: 29 Jul 2002
Working Paper Series
National Center for Scientific Research (CNRS)
Downloads 1,682
19.

Simple Construction of the Efficient Frontier

EFMA 2002 London Meetings
Number of pages: 9 Posted: 24 Nov 2001
Working Paper Series
Banking and Finance, UNSW Business School, UNSW Australia and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,673
20.

Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings
Number of pages: 39 Posted: 22 Feb 2002
Working Paper Series
University of Arizona - Department of Finance and University of Pittsburgh - Finance Group

Multiple version iconThere are 2 versions of this paper

Downloads 1,594
21.

Profitability of Contrarian vs Momentum Strategies: Evidence from the Istanbul Stock Exchange

EFMA 2002 London Meetings
Number of pages: 53 Posted: 08 Jun 2002
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads 1,589
22.

The Role of Self-Regulation in Corporate Governance: Evidence and Implications from The Netherlands

Simon School of Business Working Paper No. FR 00-20; ERIM Report Series Reference No. ERS-2001-87-F&A
Number of pages: 49 Posted: 14 Feb 2001
Working Paper Series
Rotterdam School of Management, Erasmus University, University of Iowa - Tippie College of Business, Erasmus University Rotterdam (EUR) - Department of Financial Management and University of Rochester - Simon Business School
Downloads 1,572
23.

Market Timing of International Stock Markets using the Yield Spread

EFMA 2002 London Meetings
Number of pages: 36 Posted: 20 Jun 2002
Working Paper Series
Wake Forest University - Schools of Business, Wake Forest University - School of Business and Texas A&M University

Multiple version iconThere are 2 versions of this paper

Downloads 1,245
24.

The Influence of Non-Executive Director Control and Rewards on CEO Remuneration: Australian Evidence

EFMA 2002 London Meetings
Number of pages: 23 Posted: 12 Mar 2001
Working Paper Series
Curtin University - Graduate School of Business and Curtin University - Centre for Research in Applied Economics
Downloads 1,221
25.

IPO Decisions and the Costs of Going Public

EFMA 2002 London Meetings
Number of pages: 24 Posted: 16 Mar 2002
Working Paper Series
London Metropolitan University - Department of Accounting, Banking and Financial Systems (ABFS) and affiliation not provided to SSRN
Downloads 1,157
26.

Board Structure and Agency Costs

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 47 Posted: 20 Jun 2002
Working Paper Series
City University London - Sir John Cass Business School
Downloads 1,076
27.

Mean-Semivariance Behavior (II): The D-CAPM

EFMA 2002 London Meetings; IESE Working Paper No. D/493
Number of pages: 20 Posted: 12 Apr 2002
Working Paper Series
IESE Business School
Downloads 1,044
28.

Ownership Structure and Open Market Stock Repurchases in France

EFMA 2002 London Meetings
Number of pages: 25 Posted: 22 Mar 2002
Working Paper Series
Université Paris Dauphine and Canada Pension Plan Investment Board

Multiple version iconThere are 2 versions of this paper

Downloads 1,043
29.

The Relationship Between Commodity Prices and the Australian Dollar

EFMA 2002 London Meetings
Number of pages: 20 Posted: 20 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics
Downloads 1,015
30.

What the 'Indexes' Don't Tell You about Hedge Funds

EFMA 2002 London Meetings
Number of pages: 24 Posted: 20 Jun 2002
Working Paper Series
Russell Investments - Capital Markets Research and Frank Russell Company-Consulting
Downloads 991
31.

The Fama-MacBeth Methodology versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 41 Posted: 19 Jun 2002
Working Paper Series
Duke Energy International and City University London - Cass Business School
Downloads 990
32.

Who Are the Best? Local Versus Foreign Analysts on Latin American Stock Markets

EFMA 2002 London Meetings
Number of pages: 31 Posted: 14 Dec 2001
Working Paper Series
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads 989
33.

Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate Garch Approach

ERIM Report Series No. ERS-2002-11-F&A, EFA 2002 Berlin Meetings Discussion Paper, EFMA 2002 London Meetings
Number of pages: 45 Posted: 16 Mar 2002
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management and CentER, Tilburg Law and Economics Center (TILEC), Tilburg University

Multiple version iconThere are 2 versions of this paper

Downloads 971
34.

The Level and Persistence of Growth Rates

EFMA 2002 London Meetings
Number of pages: 52 Posted: 14 Jun 2002
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign

Multiple version iconThere are 3 versions of this paper

Downloads 944
35.

A Behavioural Approach to Efficient Portfolio Formation

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 21 Posted: 08 Jun 2002
Working Paper Series
Queen Mary University of London, Bilkent University - Faculty of Business Administration and Yapi Kredi Yatirim - Research Department
Downloads 915
36.

Measuring Private Information Trading in Emerging Markets

NYU Department of Finance Working Paper; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 47 Posted: 23 Feb 2002
Working Paper Series
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 913
37.

Volatility in Emerging Stock Markets Revisited

EFMA 2002 London Meetings
Number of pages: 36 Posted: 02 Jun 2002
Working Paper Series
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads 895
38.

A Mean-Reverting Stochastic Volatility Option-Pricing Model With An Analytic Solution

EFMA 2002 London Meetings
Number of pages: 45 Posted: 27 May 2002
Working Paper Series
University of Karlstad, Department of Business and Economics
Downloads 894
39.

Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets

EFMA 2002 London Meetings
Number of pages: 46 Posted: 20 Jun 2002
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business
Downloads 893
40.

Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis

Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Number of pages: 17 Posted: 23 Nov 2000
Accepted Paper Series
Universidad Autonoma de Madrid, University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration
Downloads 888
41.

Legal Environment, Capital Structure and Firm Growth: International Evidence from Industry Data

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 56 Posted: 16 Mar 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Business Administration
Downloads 888
42.

Control Values and Changes in Corporate Law in Brazil

EFMA 2002 London Meetings
Number of pages: 55 Posted: 10 Jan 2002
Working Paper Series
World Bank, South Asia
Downloads 845
43.

Evaluating Consumer Loans using Neural Networks

EFMA 2002 London Meetings
Number of pages: 39 Posted: 19 Jun 2002
Working Paper Series
Philadelphia University and Saint Joseph's University
Downloads 842
44.

The Ex-Dividend Day Stock Price Behavior in the Chinese Stock Market

EFMA 2002 LONDON MEETINGS
Number of pages: 24 Posted: 15 Jun 2002
Working Paper Series
University of Surrey, University of Athens - Faculty of Economics, Cardiff Business School, Cardiff University and Cardiff University - Cardiff Business School
Downloads 807
45.

Survival, Look-Ahead Bias and the Performance of Hedge Funds

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 27 Posted: 21 Mar 2002
Working Paper Series
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads 777
46.

Market Anomalies in the A.S.E: The Day of the Week Effect

EFMA 2002 London Meetings
Number of pages: 19 Posted: 19 Jun 2002
Working Paper Series
University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia
Downloads 775
47.

The Winners and Losers Effect: Evidence from the Istanbul Stock Exchange

EFMA 2002 London Meetings
Number of pages: 31 Posted: 11 Mar 2002
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads 766
48.

Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model

EFMA 2002 London Meetings
Number of pages: 15 Posted: 19 Jun 2002
Working Paper Series
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads 764
49.

An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece

EFMA 2002 London Meetings
Number of pages: 28 Posted: 20 Jun 2002
Working Paper Series
Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 758
50.

Option-Implied Risk Aversion Estimates: Robustness and Patterns

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15
Number of pages: 40 Posted: 27 Feb 2002
Working Paper Series
Wake Forest University - Schools of Business and Queen Mary, University of London
Downloads 743